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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.04 pct
October 23, 2017 / 11:03 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.04 pct

  Oct 23 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.04 percent on
Monday compared with 5.99 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.94 percent on Monday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(27/11/17)   25.50/26.75    04.34/04.55   05.60/05.81
  2M(26/12/17)   47.25/49.00    04.28/04.44   05.61/05.76
  3M(25/01/18)   69.00/70.75    04.21/04.32   05.61/05.72
  6M(25/04/18)  141.50/143.50   04.36/04.43   05.98/06.04
  1Y(25/10/18)  274.75/276.75   04.23/04.26   06.16/06.20
    Spot rate : 1$ = 65.0239 rupees (Source - RBI reference
rate from Thomson Reuters page                     
    Note: Figures in brackets indicate negative values.
    The US Dollar LIBOR rates are published by the British
Bankers' Association and sourced from the Thomson Reuters page
          .
    The implied benchmark rates will be available on Thomson Reuters
pages by typing          or            followed by the ENTER key
or double-clicking         ,           .
    Refer to Thomson Reuters page            for the calculation
methodology.
    FIMMDA refers to Fixed Income Money Market and Derivatives
Association of India.
  
($1=0)

0 : 0
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